(USMV) MSCI USA Min Vol Factor - Overview
Etf: Large-Cap Stocks, Mid-Cap Stocks, Low-Volatility Equities, U.S. Equities
Dividends
| Dividend Yield | 1.51% |
| Yield on Cost 5y | 2.24% |
| Yield CAGR 5y | 8.22% |
| Payout Consistency | 96.3% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 8.88% |
| Relative Tail Risk | 3.91% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.10 |
| Alpha | -5.10 |
| Character TTM | |
|---|---|
| Beta | 0.493 |
| Beta Downside | 0.497 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.36% |
| CAGR/Max DD | 1.25 |
Description: USMV MSCI USA Min Vol Factor December 17, 2025
The iShares MSCI USA Min Vol Factor ETF (USMV) seeks to track an index of large- and mid-cap U.S. equities that exhibit lower overall price volatility than the broader market. At least 80 % of its assets must be invested in the index’s component securities or in securities that are economically equivalent, ensuring tight alignment with the underlying benchmark.
Key data points (as of 2024-Q3) include an expense ratio of 0.15 %, a 12-month trailing volatility of roughly 10 % versus ≈ 15 % for the S&P 500, and a top-sector tilt toward Consumer Staples, Health Care, and Utilities, which historically drive the low-volatility premium. The fund’s largest holdings are Microsoft, Apple, and Johnson & Johnson, together accounting for about 12 % of assets, and it has an average daily trading volume of over 2 million shares, providing ample liquidity.
For a deeper, data-rich assessment of USMV’s risk-adjusted performance and how it fits into a diversified portfolio, you might explore the analytics on ValueRay.
What is the price of USMV shares?
Over the past week, the price has changed by +1.09%, over one month by +1.57%, over three months by +4.43% and over the past year by +4.68%.
Is USMV a buy, sell or hold?
What are the forecasts/targets for the USMV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 106 | 10.4% |
USMV Fundamental Data Overview February 05, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 23.08b USD (23.08b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 23.08b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 23.08b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.73% (E(23.08b)/V(23.08b) * Re(7.73%) + (debt-free company))
Discount Rate = 7.73% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)